+13.6%
CVNA vs HST
+72.4%
-58.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +3.5% | +2.0% | +1.5% | +1.3% |
| 30D | +5.5% | -5.2% | +10.7% | +11.6% |
| 3M | +7.6% | -6.2% | +13.8% | +14.4% |
| 6M | +17.6% | +20.4% | -2.8% | -6.2% |
| YTD | -11.5% | +30.6% | -42.1% | -35.9% |
| 1Y | +0.4% | +37.4% | -37.0% | -32.8% |
| 3Y | +695.6% | +66.1% | +629.5% | +300.6% |
| 5Y | +13.6% | +73.7% | -60.1% | -36.7% |
| All | +13.6% | +72.4% | -58.8% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling